DocumentCode
807881
Title
New linear smoothing formulas
Author
Anderson, Brian D O ; Chirarattananon, S.
Author_Institution
University of Newcastle, Newcastle, NSW, Australia
Volume
17
Issue
1
fYear
1972
fDate
2/1/1972 12:00:00 AM
Firstpage
160
Lastpage
161
Abstract
Formulas are given expressing the smoothed estimate of the state of a noisy linear system in terms of filtered estimates of the state, for both continuous and discrete time.
Keywords
Linear systems, stochastic; Nonlinear systems, stochastic discrete-time; Smoothing methods; State estimation; Stochastic systems, linear; Adaptive filters; Autocorrelation; Linear systems; Milling machines; Noise generators; Nonlinear filters; Smoothing methods; State estimation; Sufficient conditions; Technological innovation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099901
Filename
1099901
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